market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 1.05% 1.03 CHF 1.04 CHF 190,000 190,000 88,177 88,177 85,731 CHF 86,614 CHF 100.00% 100.00%
12/07/2024 1.18% 0.91 CHF 0.92 CHF 200,000 200,000 90,221 90,221 79,186 CHF 80,090 CHF 100.00% 100.00%
11/07/2024 1.06% 0.90 CHF 0.91 CHF 200,000 200,000 89,013 89,013 84,182 CHF 85,074 CHF 100.00% 100.00%
10/07/2024 1.15% 0.89 CHF 0.90 CHF 200,000 200,000 89,427 89,427 78,989 CHF 79,885 CHF 100.00% 100.00%
09/07/2024 1.12% 0.87 CHF 0.88 CHF 200,000 200,000 89,461 89,461 80,851 CHF 81,747 CHF 100.00% 100.00%
08/07/2024 1.13% 0.89 CHF 0.90 CHF 200,000 200,000 88,774 88,774 78,857 CHF 79,747 CHF 100.00% 100.00%
05/07/2024 1.36% 0.84 CHF 0.85 CHF 210,000 210,000 94,976 94,976 73,038 CHF 73,990 CHF 99.90% 99.90%
04/07/2024 1.35% 0.73 CHF 0.74 CHF 84,000 84,000 67,510 67,510 49,642 CHF 50,317 CHF 100.00% 100.00%
03/07/2024 1.37% 0.75 CHF 0.76 CHF 210,000 210,000 93,805 93,805 69,759 CHF 70,699 CHF 100.00% 100.00%
02/07/2024 1.40% 0.76 CHF 0.77 CHF 210,000 210,000 91,150 91,150 67,176 CHF 68,089 CHF 100.00% 100.00%

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